+377.4%
VT vs LNG
+6,138.2%
-5,760.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.4% | +3.4% | -3.0% | 0.0% |
| 30D | +1.0% | +14.9% | -13.9% | -0.9% |
| 3M | +2.4% | +21.4% | -19.0% | -0.4% |
| 6M | +12.0% | +17.8% | -5.8% | +9.1% |
| YTD | +15.3% | +51.3% | -35.9% | +8.6% |
| 1Y | +22.6% | +24.4% | -1.9% | +18.3% |
| 3Y | +74.7% | +79.7% | -5.0% | +59.7% |
| 5Y | +66.1% | +241.3% | -175.2% | +38.2% |
| 10Y | +225.0% | +603.1% | -378.1% | +141.7% |
| All | +377.4% | +6,138.2% | -5,760.7% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling